„Jump diffusion“
Suchergebnisse
382 Treffer
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Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations
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Explicit Solution Processes for Nonlinear Jump-Diffusion Equations
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The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Jump Diffusions
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The diffusion limit for reversible jump processes onZ d with ergodic random bond conductivities
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Forward equations for reflected diffusions with jumps
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RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients
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Diffusion Mechanisms in B.C.C. Metals. Calculation of the Correlation Factor for Mixed Nearest and Next‐Nearest Neighbour Vacancy Jumps
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Boundary behavior of diffusion approximations to Markov jump processes
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Arrangement of Atoms of Interstitial Impurity in the Crystal Lattice of Iron Austenite and Mechanism of their Diffusion Jump
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Telegraph processes and option pricing
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Sequential Improvement Method in Probabilistic Criteria Optimization Problems for Linear-in-State Jump Diffusion Systems
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On partially observed jump diffusions II: the filtering density
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On a projection least squares estimator for jump diffusion processes
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Convergence of one-dimensional diffusion processes to a jump process related to population genetics
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Mean Field Control and Finite Agent Approximation for Regime-Switching Jump Diffusions
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Optimal impulse control problems for degenerate diffusions with jumps
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Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing
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Almost Sure Convergence of the Numerical Discretization of Stochastic Jump Diffusions
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Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients
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Mössbauer spectroscopy to investigate jump mechanisms on an atomic scale: Fast diffusion studies